+98.6%
DOCU vs SPXU
-98.8%
+197.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +13.2% | -15.2% | +3.6% |
| 7D | -3.2% | +14.2% | -17.4% | +2.8% |
| 30D | +15.7% | +19.3% | -3.6% | +25.2% |
| 3M | +37.3% | +16.2% | +21.1% | +47.3% |
| 6M | +63.1% | -3.5% | +66.6% | +62.6% |
| YTD | +15.4% | -19.2% | +34.6% | +7.9% |
| 1Y | +11.3% | -20.7% | +32.0% | +3.8% |
| 3Y | +92.1% | -79.5% | +171.5% | +13.4% |
| 5Y | -70.5% | -81.7% | +11.3% | -78.6% |
| All | +98.6% | -98.8% | +197.5% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling